+153.0%
FTNT vs VMC
+48.3%
+104.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +1.2% |
| 7D | +1.7% | -5.3% | +7.1% | +4.0% |
| 30D | -4.3% | -12.3% | +8.0% | +0.9% |
| 3M | +13.6% | -10.3% | +23.9% | +17.9% |
| 6M | +87.6% | -8.6% | +96.1% | +90.3% |
| YTD | +98.0% | -11.9% | +109.9% | +102.5% |
| 1Y | +96.9% | -13.9% | +110.8% | +103.1% |
| 3Y | +145.4% | +18.2% | +127.2% | +100.1% |
| 5Y | +153.0% | +47.7% | +105.2% | +79.5% |
| All | +153.0% | +48.3% | +104.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling